+488.4%
AOA vs SPY
+1,061.0%
-572.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.3% |
| 7D | -0.2% | -0.4% | +0.2% | +0.1% |
| 30D | -0.7% | -1.4% | +0.7% | +0.3% |
| 3M | +2.9% | +3.7% | -0.8% | 0.0% |
| 6M | +9.5% | +13.0% | -3.5% | -0.2% |
| YTD | +11.0% | +12.4% | -1.4% | +1.6% |
| 1Y | +16.5% | +18.5% | -2.1% | +2.4% |
| 3Y | +61.5% | +77.6% | -16.1% | +3.6% |
| 5Y | +52.3% | +81.7% | -29.4% | -4.8% |
| 10Y | +169.3% | +319.7% | -150.4% | -14.3% |
| All | +488.4% | +1,061.0% | -572.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling